feat(web): 按 ui-ux-pro-max 设计系统重构前端(侧边导航 + 组件库 + 图标 + 可视化)
- 设计令牌与组件体系:语义色/间距/圆角/状态 + Card/Metric/Pill/Btn/Field/Empty/Skeleton/Progress 等 - 桌面左侧导航 + 窄屏抽屉(usePathname 高亮、ESC/遮罩关闭);修复抽屉/遮罩占据网格把 main 挤到第二行的问题 - 自绘内联 SVG 图标集替代 emoji;图标/表格/按钮等交互态齐全,空态/加载/错误/禁用态补齐 - 因子研究分层柱状、因子组合与回测净值/回撤双图 + 月度收益热力表、实验页任务状态徽标 - LineChart 主题化并按需引入 echarts(回测/组合首载 JS 448k→281k);next.config 放行局域网 dev 来源
This commit is contained in:
+232
-139
@@ -5,32 +5,52 @@ import { apiGet } from "@/lib/api";
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import { submitJob, waitJob } from "@/lib/jobs";
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import type { FactorMeta, FactorTestReport, ResearchSpec } from "@/lib/types";
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import { recentRange } from "@/lib/dates";
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import {
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PageHeader,
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Card,
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Metric,
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Pill,
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Field,
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Btn,
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Banner,
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Progress,
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Empty,
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SkeletonLines,
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} from "@/components/ui";
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export default function FactorsPage() {
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const [factors, setFactors] = useState<FactorMeta[]>([]);
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const [loading, setLoading] = useState(true);
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const [checked, setChecked] = useState<Set<string>>(new Set());
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const [expanded, setExpanded] = useState<Set<string>>(new Set());
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const [start, setStart] = useState("");
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const [end, setEnd] = useState("");
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const [reports, setReports] = useState<Record<string, FactorTestReport>>({});
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const [running, setRunning] = useState(false);
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const [processed, setProcessed] = useState(0);
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const [current, setCurrent] = useState<{ idx: number; total: number; name: string } | null>(null);
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const [jobId, setJobId] = useState("");
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const [error, setError] = useState("");
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useEffect(() => {
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let alive = true;
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apiGet<FactorMeta[]>("/factors")
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.then((list) => {
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if (!alive) return;
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setFactors(list);
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// 默认勾选两个代表性因子
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const picks = ["momentum_60", "volatility_60"].filter((n) => list.some((f) => f.name === n));
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const picks = ["momentum_60", "volatility_60"].filter((n) =>
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list.some((f) => f.name === n),
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);
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setChecked(new Set(picks));
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})
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.catch((e: Error) => setError(e.message));
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// 区间默认:近 6 个月(客户端设置,避免 SSR 日期不一致)
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.catch((e: Error) => setError(e.message))
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.finally(() => alive && setLoading(false));
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const { start: s, end: e } = recentRange();
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setStart(s);
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setEnd(e);
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return () => {
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alive = false;
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};
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}, []);
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function toggleCheck(name: string) {
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@@ -61,6 +81,7 @@ export default function FactorsPage() {
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setError("");
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setJobId("");
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setReports({});
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setProcessed(0);
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try {
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let index = 0;
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for (const name of names) {
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@@ -78,12 +99,12 @@ export default function FactorsPage() {
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setJobId(job_id);
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const out = await waitJob<FactorTestReport>(job_id);
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if (out.status === "success" && out.result) {
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const report = out.result;
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setReports((prev) => ({ ...prev, [name]: report }));
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setReports((prev) => ({ ...prev, [name]: out.result! }));
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} else {
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const msg = `因子 ${name}:${out.status}${out.error ? `:${out.error}` : ""}`;
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setError((prev) => (prev ? `${prev}\n${msg}` : msg));
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}
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setProcessed(index);
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}
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} catch (e) {
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setError((e as Error).message);
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@@ -95,87 +116,138 @@ export default function FactorsPage() {
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}
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const selectedCount = checked.size;
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const doneCount = Object.keys(reports).length;
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const reportNames = Object.keys(reports);
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const progressPct = selectedCount === 0 ? 0 : Math.round((processed / selectedCount) * 100);
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return (
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<>
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<h1>因子研究</h1>
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<div className="card">
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<h2>因子目录(行情因子 · 无未来函数)</h2>
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<div className="muted" style={{ marginBottom: 8 }}>
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勾选因子后可多选;点击行展开详细说明。每个因子运行一次独立的 IC/RankIC 测试并归档。
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<a href="/factors/compose" style={{ marginLeft: 8, color: "#38bdf8" }}>
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用这些因子搭建选股组合 → 因子组合
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</a>
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</div>
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<table>
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<thead>
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<tr>
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<th></th>
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<th>因子</th>
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<th>回看</th>
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<th>方向</th>
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<th>简介(用法 / 何时有效)</th>
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</tr>
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</thead>
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<tbody>
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{factors.map((f) => (
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<FactorRow
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key={f.name}
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factor={f}
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checked={checked.has(f.name)}
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expanded={expanded.has(f.name)}
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onToggleCheck={() => toggleCheck(f.name)}
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onToggleExpand={() => toggleExpand(f.name)}
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/>
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))}
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</tbody>
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</table>
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<div className="muted" style={{ marginTop: 6 }}>
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计分规则:每因子在每日横截面上 z-score 标准化(低为好自动取负),组合页可按权重叠加得分选股;
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本页单个因子测试各自归档为 Experiment,可去「实验」页查看与复跑。
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</div>
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</div>
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<PageHeader
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title="因子研究"
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sub="勾选行情因子并运行单因子测试(IC / RankIC / 分层)。每个因子独立异步执行并归档为实验,可在「实验」页查看与复跑。"
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actions={<Pill tone="accent" icon="flask">{reportNames.length}/{selectedCount} 个已出报告</Pill>}
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/>
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<div className="card">
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<h2>运行单因子测试(IC / RankIC / 分层)</h2>
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<div className="row">
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<label className="muted">
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开始 <input type="date" value={start} onChange={(e) => setStart(e.target.value)} />
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</label>
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<label className="muted">
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结束 <input type="date" value={end} onChange={(e) => setEnd(e.target.value)} />
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</label>
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<button
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className="primary"
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onClick={run}
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disabled={running || selectedCount === 0}
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>
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{running ? `运行中 ${doneCount}/${selectedCount}…` : `运行因子测试(已选 ${selectedCount} 个)`}
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</button>
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</div>
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{running && (
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<div className="muted">
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正在运行:{current?.name}({current?.idx}/{current?.total})—— 后台任务 {jobId},请稍候…
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{error && !running ? (
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<Banner tone="error">
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<pre style={{ margin: 0, whiteSpace: "pre-line", font: "inherit" }}>{error}</pre>
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</Banner>
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) : null}
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<Card
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title="因子目录"
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icon="flask"
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sub="点击行展开定义 · 勾选后点下方「运行因子测试」"
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tools={<Pill tone="violet">已选 {selectedCount} 个</Pill>}
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flush
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>
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{loading ? (
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<div style={{ padding: 18 }}>
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<SkeletonLines n={7} />
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</div>
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) : factors.length === 0 ? (
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<Empty
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icon="flask"
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title="暂无因子目录"
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hint="请确认后端已启动,且 /api/factors 返回因子元数据。"
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/>
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) : (
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<>
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<div className="table-wrap">
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<table className="tbl">
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<thead>
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<tr>
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<th style={{ width: 44 }}></th>
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<th>因子</th>
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<th>回看</th>
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<th>方向</th>
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<th>简介(用法 / 何时有效)</th>
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</tr>
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</thead>
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<tbody>
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{factors.map((f) => (
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<FactorRow
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key={f.name}
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factor={f}
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checked={checked.has(f.name)}
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expanded={expanded.has(f.name)}
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onToggleCheck={() => toggleCheck(f.name)}
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onToggleExpand={() => toggleExpand(f.name)}
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/>
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))}
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</tbody>
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</table>
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</div>
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<div className="hint" style={{ padding: "10px 16px", borderTop: "1px solid var(--line)" }}>
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计分规则:每个因子在每日横截面做 z-score 标准化(低为好自动取负);组合页按权重叠加得分选股。
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</div>
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</>
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)}
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{error && <div className="error" style={{ whiteSpace: "pre-line" }}>{error}</div>}
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</div>
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</Card>
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{Object.entries(reports).map(([name, report]) => {
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<Card title="运行单因子测试" icon="play" tools={running ? <Pill tone="accent" icon="spinner">执行中</Pill> : undefined}>
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<div className="form-grid">
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<Field label="开始日期">
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<input type="date" className="input" value={start} onChange={(e) => setStart(e.target.value)} />
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</Field>
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<Field label="结束日期">
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<input type="date" className="input" value={end} onChange={(e) => setEnd(e.target.value)} />
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</Field>
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<Btn
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variant="primary"
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icon="play"
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loading={running}
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disabled={running || selectedCount === 0}
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onClick={run}
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>
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{running
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? `运行中 ${processed}/${selectedCount}`
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: selectedCount === 0
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? "请先勾选因子"
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: `运行因子测试(${selectedCount} 个)`}
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</Btn>
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</div>
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{running ? (
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<div style={{ marginTop: 14 }}>
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<Progress
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value={progressPct}
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label={
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<>
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正在运行:<b>{current?.name}</b>({current?.idx}/{current?.total})· 后台任务{" "}
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<span className="mono">{jobId || "排队中…"}</span>
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</>
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}
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/>
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</div>
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) : null}
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</Card>
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{reportNames.length === 0 && !running && !error ? (
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<Card>
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<Empty
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icon="chartLine"
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title="还没有测试报告"
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hint="勾选一个或多个因子并设置研究区间后运行;完成后报告会按因子逐一出现在这里。"
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/>
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</Card>
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) : null}
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{reportNames.map((name) => {
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const meta = factors.find((f) => f.name === name);
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return (
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<div className="card" key={name}>
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<h2>
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{name} · 测试报告
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{meta?.brief ? (
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<span className="muted" style={{ fontWeight: 400, fontSize: 13 }}>
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{" "}— {meta.brief}
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</span>
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) : null}
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</h2>
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<ReportView report={report} />
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</div>
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<Card
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key={name}
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icon="chartLine"
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title={name}
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sub={meta?.brief}
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tools={
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<Pill tone="pos" icon="check">
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已完成
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</Pill>
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}
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>
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<ReportView report={reports[name]} />
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</Card>
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);
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})}
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</>
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@@ -193,81 +265,102 @@ function FactorRow(props: {
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return (
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<>
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<tr style={{ cursor: "pointer" }} onClick={props.onToggleExpand}>
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<td onClick={(e) => { e.stopPropagation(); props.onToggleCheck(); }}>
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<input type="checkbox" checked={props.checked} onChange={props.onToggleCheck} />
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<td onClick={(e) => e.stopPropagation()}>
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<input
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type="checkbox"
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checked={props.checked}
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onChange={props.onToggleCheck}
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aria-label={`选择因子 ${f.name}`}
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/>
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</td>
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<td>{f.name}</td>
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<td>{f.lookback}</td>
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<td>{f.direction === "higher_is_better" ? "高为好" : "低为好"}</td>
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<td>{f.brief ?? f.description}</td>
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<td className="cell-strong">
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<span className="mono">{f.name}</span>
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</td>
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<td>
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<span className="tag tag--mono">{f.lookback} 日</span>
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</td>
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<td>
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<Pill tone={f.direction === "higher_is_better" ? "accent" : "violet"}>
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{f.direction === "higher_is_better" ? "高为好" : "低为好"}
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</Pill>
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</td>
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<td className="hint">{f.brief ?? f.description}</td>
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</tr>
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{props.expanded && (
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<tr>
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{props.expanded ? (
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<tr className="expand-cell">
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<td colSpan={5}>
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<div style={{ background: "var(--panel-2)", padding: 10, borderRadius: 6 }}>
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<b>{f.name}</b> · {f.description}
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<div className="muted" style={{ marginTop: 4 }}>
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公式:{f.formula};回看 {f.lookback} 个交易日;频率 {f.frequency};
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方向:{f.direction === "higher_is_better" ? "因子值越高得分越高" : "因子值越低得分越高(引擎自动反向)"}
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<div>
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<b className="mono">{f.name}</b> · {f.description}
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<div className="hint" style={{ marginTop: 6 }}>
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公式:<span className="mono">{f.formula}</span>;回看 {f.lookback} 个交易日;频率 {f.frequency};
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方向:
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{f.direction === "higher_is_better" ? "因子值越高得分越高" : "因子值越低得分越高(引擎自动反向)"}
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</div>
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<div style={{ marginTop: 6 }}>{f.brief}</div>
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{f.brief ? <div className="hint" style={{ marginTop: 6 }}>{f.brief}</div> : null}
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</div>
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</td>
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</tr>
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)}
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) : null}
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</>
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);
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}
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function ReportView({ report }: { report: FactorTestReport }) {
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const qs = report.quantile_returns ?? [];
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const maxAbs = Math.max(0.001, ...qs.map((q) => Math.abs(q.return_pct)));
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return (
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<>
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<div className="stat-grid">
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<div className="stat">
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<div className="label">IC 均值</div>
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<div className="value">{report.ic_mean.toFixed(4)}</div>
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</div>
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<div className="stat">
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<div className="label">RankIC 均值</div>
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<div className="value">{report.rank_ic_mean.toFixed(4)}</div>
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</div>
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<div className="stat">
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<div className="label">ICIR</div>
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<div className="value">{report.icir.toFixed(3)}</div>
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||||
</div>
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||||
<div className="stat">
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<div className="label">正收益占比</div>
|
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<div className="value">{report.positive_ratio_pct.toFixed(1)}%</div>
|
||||
</div>
|
||||
<div className="stat">
|
||||
<div className="label">样本日数</div>
|
||||
<div className="value">{report.sample_days}</div>
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||||
</div>
|
||||
<div className="stack" style={{ gap: 16 }}>
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||||
<div className="metric-grid" style={{ marginBottom: 0 }}>
|
||||
<Metric
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||||
label="IC 均值"
|
||||
icon="chartLine"
|
||||
value={report.ic_mean.toFixed(4)}
|
||||
tone={report.ic_mean >= 0 ? "pos" : "neg"}
|
||||
/>
|
||||
<Metric
|
||||
label="RankIC 均值"
|
||||
value={report.rank_ic_mean.toFixed(4)}
|
||||
tone={report.rank_ic_mean >= 0 ? "pos" : "neg"}
|
||||
/>
|
||||
<Metric
|
||||
label="ICIR"
|
||||
value={report.icir.toFixed(3)}
|
||||
tone={report.icir >= 1 ? "pos" : "plain"}
|
||||
sub="越大越稳定"
|
||||
/>
|
||||
<Metric
|
||||
label="正收益占比"
|
||||
value={`${report.positive_ratio_pct.toFixed(1)}%`}
|
||||
tone={report.positive_ratio_pct >= 50 ? "pos" : "warn"}
|
||||
/>
|
||||
<Metric label="样本日数" value={report.sample_days} icon="calendar" />
|
||||
</div>
|
||||
{report.quantile_returns.length > 0 && (
|
||||
<table style={{ marginTop: 12 }}>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>分层(1 最低 → 5 最高)</th>
|
||||
{report.quantile_returns.map((q) => (
|
||||
<th key={q.quantile}>Q{q.quantile + 1}</th>
|
||||
))}
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<td>未来 21 日平均收益</td>
|
||||
{report.quantile_returns.map((q) => (
|
||||
<td key={q.quantile}>{q.return_pct.toFixed(2)}%</td>
|
||||
))}
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
)}
|
||||
<div className="muted" style={{ marginTop: 6 }}>
|
||||
读数:IC/RankIC 为正表示与未来收益正相关;ICIR 越大越稳定;分层收益若高分层显著高于低分层说明单调性好。
|
||||
单因子测试≠策略有效,需结合样本外与稳健性分析。
|
||||
|
||||
{qs.length > 0 ? (
|
||||
<div>
|
||||
<div className="field__label" style={{ marginBottom: 2 }}>
|
||||
分层表现(Q1 最低因子值 → Q5 最高,未来 21 日平均收益)
|
||||
</div>
|
||||
<div className="vbars" role="img" aria-label="分层收益柱状图">
|
||||
{qs.map((q) => {
|
||||
const v = q.return_pct;
|
||||
const h = Math.max(4, Math.round((Math.abs(v) / maxAbs) * 72));
|
||||
return (
|
||||
<div className="vbars__item" key={q.quantile}>
|
||||
<span className="vbars__val">{v >= 0 ? "+" : ""}{v.toFixed(2)}%</span>
|
||||
<div className={`vbars__bar ${v >= 0 ? "is-pos" : "is-neg"}`} style={{ height: h }} />
|
||||
<span className="vbars__cap">Q{q.quantile + 1}</span>
|
||||
</div>
|
||||
);
|
||||
})}
|
||||
</div>
|
||||
</div>
|
||||
) : null}
|
||||
|
||||
<div className="hint">
|
||||
读数:IC / RankIC 为正表示与未来收益正相关,ICIR 越大越稳定;分层收益若高分层显著高于低分层说明单调性好。
|
||||
单因子测试 ≠ 策略有效,需结合样本外与稳健性分析。
|
||||
</div>
|
||||
</>
|
||||
</div>
|
||||
);
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user